The Multivariate Community Hawkes Model for Dependent Relational Events in Continuous-time Networks

Hadeel Soliman · Lingfei Zhao · Zhipeng Huang · Subhadeep Paul · Kevin Xu

Room 318 - 320
[ Abstract ] [ Livestream: Visit Social Aspects/MISC ]
Wed 20 Jul 8:40 a.m. — 8:45 a.m. PDT
[ Slides [ Paper PDF

The stochastic block model (SBM) is one of the most widely used generative models for network data. Many continuous-time dynamic network models are built upon the same assumption as the SBM: edges or events between all pairs of nodes are conditionally independent given the block or community memberships, which prevents them from reproducing higher-order motifs such as triangles that are commonly observed in real networks. We propose the multivariate community Hawkes (MULCH) model, an extremely flexible community-based model for continuous-time networks that introduces dependence between node pairs using structured multivariate Hawkes processes. We fit the model using a spectral clustering and likelihood-based local refinement procedure. We find that our proposed MULCH model is far more accurate than existing models both for predictive and generative tasks.

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